-25.3%
NVTS vs APA
+110.9%
-136.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.0% | -7.0% | -5.6% |
| 7D | +21.6% | +9.6% | +12.0% | +18.5% |
| 30D | -8.5% | -0.2% | -8.3% | -8.9% |
| 3M | -31.4% | +19.8% | -51.2% | -35.8% |
| 6M | -50.3% | +30.1% | -80.4% | -55.5% |
| YTD | +33.9% | +100.4% | -66.5% | -0.1% |
| 1Y | +10.6% | +105.2% | -94.6% | -18.4% |
| 3Y | +52.7% | +44.6% | +8.1% | +20.3% |
| 5Y | -48.5% | +88.8% | -137.3% | -63.1% |
| All | -25.3% | +110.9% | -136.3% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded APA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling